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	Markovian approximation of the rough bergomi model for Monte Carlo option pricing 期刊论文 Mathematics,2021, 卷号: 9, 期号: 5, 页码: 1-21 作者: Zhu, Qinwen; Loeper, Grégoire; Chen, Wen; Langrené, Nicolas 收藏 \| 浏览/下载：18/0 \| 提交时间：2022/08/29 Forward variance model Hybrid scheme Markovian representation Rough fractional stochastic volatility Rough heston Sum of ornstein-uhlenbeck processes Volatility skew Volterra integral
	A stochastic representation for the lp-norm symmetric distribution and its applications 期刊论文 Communications in Statistics: Simulation and Computation,2017, 卷号: 46, 期号: 8, 页码: 6011-6018 作者: Liang, Jiajuan; Ng, Kaiwang; Tian, Guoliang 收藏 \| 浏览/下载：22/0 \| 提交时间：2021/06/04 lp-norm symmetric distribution Statistical simulation Stochastic representation Uniform design
	A method for generating uniformly scattered points on the L p -norm unit sphere and its applications 期刊论文 Metrika,2008, 卷号: 68, 期号: 1, 页码: 83-98 作者: Liang, Jiajuan; Ng, Kaiwang 收藏 \| 浏览/下载：8/0 \| 提交时间：2021/06/04 L p -norm spherical distribution L p -norm uniform distribution Stochastic representation Uniformly scattered points
	Characterizations of some subclasses of spherical distributions 期刊论文 Statistics and Probability Letters,1998, 卷号: 40, 期号: 2, 页码: 155-164 作者: Liang, Jiajuan; Bentler, Peter M. 收藏 \| 浏览/下载：9/0 \| 提交时间：2021/06/04 Conditional and marginal distributions Quadratic forms Spherical distributions Stochastic representation